NYMEX Light Sweet Crude Oil Future May 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
100.30 |
103.27 |
2.97 |
3.0% |
99.86 |
| High |
103.57 |
104.18 |
0.61 |
0.6% |
102.00 |
| Low |
100.30 |
102.52 |
2.22 |
2.2% |
98.88 |
| Close |
103.42 |
103.78 |
0.36 |
0.3% |
99.41 |
| Range |
3.27 |
1.66 |
-1.61 |
-49.2% |
3.12 |
| ATR |
2.27 |
2.22 |
-0.04 |
-1.9% |
0.00 |
| Volume |
14,347 |
37,101 |
22,754 |
158.6% |
34,745 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.47 |
107.79 |
104.69 |
|
| R3 |
106.81 |
106.13 |
104.24 |
|
| R2 |
105.15 |
105.15 |
104.08 |
|
| R1 |
104.47 |
104.47 |
103.93 |
104.81 |
| PP |
103.49 |
103.49 |
103.49 |
103.67 |
| S1 |
102.81 |
102.81 |
103.63 |
103.15 |
| S2 |
101.83 |
101.83 |
103.48 |
|
| S3 |
100.17 |
101.15 |
103.32 |
|
| S4 |
98.51 |
99.49 |
102.87 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.46 |
107.55 |
101.13 |
|
| R3 |
106.34 |
104.43 |
100.27 |
|
| R2 |
103.22 |
103.22 |
99.98 |
|
| R1 |
101.31 |
101.31 |
99.70 |
100.71 |
| PP |
100.10 |
100.10 |
100.10 |
99.79 |
| S1 |
98.19 |
98.19 |
99.12 |
97.59 |
| S2 |
96.98 |
96.98 |
98.84 |
|
| S3 |
93.86 |
95.07 |
98.55 |
|
| S4 |
90.74 |
91.95 |
97.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.18 |
98.88 |
5.30 |
5.1% |
1.99 |
1.9% |
92% |
True |
False |
15,968 |
| 10 |
104.18 |
94.93 |
9.25 |
8.9% |
1.91 |
1.8% |
96% |
True |
False |
14,363 |
| 20 |
104.18 |
93.52 |
10.66 |
10.3% |
2.18 |
2.1% |
96% |
True |
False |
17,052 |
| 40 |
104.18 |
93.52 |
10.66 |
10.3% |
2.20 |
2.1% |
96% |
True |
False |
15,261 |
| 60 |
104.18 |
84.03 |
20.15 |
19.4% |
2.24 |
2.2% |
98% |
True |
False |
14,144 |
| 80 |
104.18 |
76.44 |
27.74 |
26.7% |
2.36 |
2.3% |
99% |
True |
False |
12,350 |
| 100 |
104.18 |
76.44 |
27.74 |
26.7% |
2.28 |
2.2% |
99% |
True |
False |
11,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.24 |
|
2.618 |
108.53 |
|
1.618 |
106.87 |
|
1.000 |
105.84 |
|
0.618 |
105.21 |
|
HIGH |
104.18 |
|
0.618 |
103.55 |
|
0.500 |
103.35 |
|
0.382 |
103.15 |
|
LOW |
102.52 |
|
0.618 |
101.49 |
|
1.000 |
100.86 |
|
1.618 |
99.83 |
|
2.618 |
98.17 |
|
4.250 |
95.47 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
103.64 |
103.08 |
| PP |
103.49 |
102.38 |
| S1 |
103.35 |
101.68 |
|